PREVIEW / futures_30min / 2018-11-07

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-11-07.parquet
  size:    90 KB
  rows:    3,242

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2018-11-07 00:00:00	ES	Futures	3008.57	3014.83	3008.03	3008.84	8013.0
2018-11-07 00:30:00	ES	Futures	3008.84	3009.66	3001.77	3004.22	9305.0
2018-11-07 01:00:00	ES	Futures	3004.22	3006.67	3002.32	3003.4	3840.0
2018-11-07 01:30:00	ES	Futures	3003.68	3008.84	3003.68	3005.31	4322.0
2018-11-07 02:00:00	ES	Futures	3005.31	3008.03	3001.23	3002.86	9950.0
2018-11-07 02:30:00	ES	Futures	3003.13	3007.21	3003.13	3004.49	5452.0
2018-11-07 03:00:00	ES	Futures	3004.49	3021.08	3004.49	3016.19	27310.0
2018-11-07 03:30:00	ES	Futures	3016.19	3025.16	3016.19	3022.44	24614.0
2018-11-07 04:00:00	ES	Futures	3022.72	3027.07	3022.17	3024.89	15656.0
2018-11-07 04:30:00	ES	Futures	3024.89	3031.69	3024.62	3030.88	17514.0
2018-11-07 05:00:00	ES	Futures	3030.88	3032.24	3027.34	3027.34	12466.0
2018-11-07 05:30:00	ES	Futures	3027.61	3030.88	3027.34	3028.7	8612.0
2018-11-07 06:00:00	ES	Futures	3028.7	3029.52	3025.44	3028.7	8438.0
2018-11-07 06:30:00	ES	Futures	3028.43	3028.7	3023.26	3024.89	9768.0
2018-11-07 07:00:00	ES	Futures	3024.89	3029.52	3024.62	3027.88	10256.0
2018-11-07 07:30:00	ES	Futures	3027.61	3028.7	3020.0	3020.27	16395.0
2018-11-07 08:00:00	ES	Futures	3020.27	3023.8	3018.09	3023.26	18503.0
2018-11-07 08:30:00	ES	Futures	3022.99	3025.44	3020.0	3020.54	17638.0
2018-11-07 09:00:00	ES	Futures	3020.27	3024.35	3017.55	3023.53	34912.0
2018-11-07 09:30:00	ES	Futures	3023.8	3033.05	3021.63	3022.17	206158.0
2018-11-07 10:00:00	ES	Futures	3021.9	3028.97	3018.36	3027.88	123682.0
2018-11-07 10:30:00	ES	Futures	3028.16	3038.49	3027.88	3034.68	125393.0
2018-11-07 11:00:00	ES	Futures	3034.68	3039.04	3032.24	3033.87	81154.0
2018-11-07 11:30:00	ES	Futures	3033.87	3044.2	3033.87	3043.66	100241.0
2018-11-07 12:00:00	ES	Futures	3043.66	3045.02	3040.94	3040.94	59079.0
2018-11-07 12:30:00	ES	Futures	3041.21	3046.38	3040.4	3045.29	47813.0
2018-11-07 13:00:00	ES	Futures	3045.29	3047.74	3043.93	3046.65	49376.0
2018-11-07 13:30:00	ES	Futures	3046.65	3047.47	3039.58	3042.3	44484.0
2018-11-07 14:00:00	ES	Futures	3042.3	3051.0	3041.76	3050.46	65366.0
2018-11-07 14:30:00	ES	Futures	3050.19	3054.81	3048.56	3051.55	92569.0
2018-11-07 15:00:00	ES	Futures	3051.55	3058.08	3050.46	3057.53	80445.0
2018-11-07 15:30:00	ES	Futures	3057.26	3062.7	3054.54	3060.8	196290.0
2018-11-07 16:00:00	ES	Futures	3060.52	3065.42	3059.98	3064.6	80795.0
2018-11-07 16:30:00	ES	Futures	3064.06	3065.69	3063.52	3064.33	9251.0
2018-11-07 18:00:00	ES	Futures	3063.52	3065.69	3062.97	3064.6	5489.0
2018-11-07 18:30:00	ES	Futures	3064.33	3064.6	3061.34	3061.88	3978.0
2018-11-07 19:00:00	ES	Futures	3061.88	3064.88	3061.34	3063.24	4550.0
2018-11-07 19:30:00	ES	Futures	3062.97	3064.06	3061.88	3063.52	3345.0
2018-11-07 20:00:00	ES	Futures	3063.52	3065.96	3062.16	3065.15	4893.0
2018-11-07 20:30:00	ES	Futures	3065.15	3065.15	3058.62	3058.62	7215.0
2018-11-07 21:00:00	ES	Futures	3058.89	3060.8	3056.44	3060.52	5669.0
2018-11-07 21:30:00	ES	Futures	3060.52	3062.43	3059.98	3061.34	3488.0
2018-11-07 22:00:00	ES	Futures	3061.07	3063.52	3061.07	3062.7	2619.0
2018-11-07 22:30:00	ES	Futures	3062.97	3063.79	3062.16	3062.43	2439.0
2018-11-07 23:00:00	ES	Futures	3062.43	3064.06	3061.88	3062.97	2266.0
2018-11-07 23:30:00	ES	Futures	3062.97	3063.24	3062.16	3062.97	1436.0
2018-11-07 00:00:00	NQ	Futures	8269.7	8296.68	8265.01	8266.18	3543.0
2018-11-07 00:30:00	NQ	Futures	8266.47	8269.99	8237.43	8247.7	3851.0
2018-11-07 01:00:00	NQ	Futures	8247.11	8256.21	8240.37	8243.01	1919.0
2018-11-07 01:30:00	NQ	Futures	8242.71	8261.49	8242.71	8254.45	2087.0

> showing 50 of 3,242 rows — these rows as CSV

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